Publicaciones en las que colabora con Juan Manuel Vilar Fernández (22)

2024

  1. Cost-sensitive thresholding over a two-dimensional decision region for fraud detection

    Information Sciences, Vol. 657

  2. Probability of default estimation in credit risk using mixture cure models

    Computational Statistics and Data Analysis, Vol. 189

2023

  1. Estimación no paramétrica de la probabilidad de mora en riesgo de crédito

    BEIO, Boletín de Estadística e Investigación Operativa, Vol. 39, Núm. 2, pp. 67-72

2022

  1. Bootstrap Bandwidth Selection and Confidence Regions for Double Smoothed Default Probability Estimation

    Mathematics, Vol. 10, Núm. 9

  2. Nonparametric estimation of the conditional survival function with double smoothing

    Journal of Nonparametric Statistics, Vol. 34, Núm. 4, pp. 1063-1090

2021

  1. Bootstrap Selector for the Smoothing Parameter of Beran’s Estimator †

    Engineering Proceedings, Vol. 7, Núm. 1

  2. Correction to: Probability of default estimation in credit risk using a nonparametric approach (TEST, (2021), 30, 2, (383-405), 10.1007/s11749-020-00723-1)

    Test

  3. Nonparametric estimation of the probability of default with double smoothing

    Sort: Statistics and Operations Research Transactions, Vol. 45, Núm. 2, pp. 93-120

  4. Probability of default estimation in credit risk using a nonparametric approach

    Test, Vol. 30, Núm. 2, pp. 383-405

2019

  1. Nonparametric estimation of the probability of default in credit risk

    XIV Congreso Galego de Estatistica e Investigación de Operacions: libro de actas Vigo, 24-26 de outubro de 2019

2013

  1. Functional prediction for the residual demand in electricity spot markets

    IEEE Transactions on Power Systems, Vol. 28, Núm. 4, pp. 4201-4208

2012

  1. Forecasting next-day electricity demand and price using nonparametric functional methods

    International Journal of Electrical Power and Energy Systems, Vol. 39, Núm. 1, pp. 48-55

  2. Generalised variance function estimation for binary variables in large-scale sample surveys

    Australian and New Zealand Journal of Statistics, Vol. 54, Núm. 3, pp. 301-324

2011

  1. Bayesian Analysis Of Aggregate Loss Models

    Mathematical Finance, Vol. 21, Núm. 2, pp. 257-279

  2. Functional methods for time series prediction: A nonparametric approach

    Journal of Forecasting, Vol. 30, Núm. 4, pp. 377-392

2009

  1. Applications of survival analysis to credit risk modelling

    XXXI Congreso Nacional de Estadística e Investigación Operativa ; V Jornadas de Estadística Pública: Murcia, 10-13 de febrero de 2009 : Libro de Actas

  2. Modelling consumer credit risk via survival analysis

    Sort: Statistics and Operations Research Transactions, Vol. 33, Núm. 1, pp. 3-30

  3. Nonparametric analysis of aggregate loss models

    Journal of Applied Statistics, Vol. 36, Núm. 2, pp. 149-166

2007

  1. AG.LOSS.: predicción en modelos de pérdida agregada

    Gerencia de riesgos y seguros, Año 24, Núm. 99, pp. 23-41

  2. Nonparametric forecasting in time series - A comparative study

    Communications in Statistics: Simulation and Computation, Vol. 36, Núm. 2, pp. 311-334